Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460742.8261 | 480119.8292 | -19377.0032 | -36574.8593 | 558642.2737 | -595217.133 |
Total P&L (%) | 460.7428 | 480.1198 | -19.377 | -36.5749 | 558.6423 | -595.2171 |
Avg Daily Profit (%) | 0.1842 | 0.192 | -0.0077 | -0.0182 | 0.0754 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303737 | -219642 | -143421 | -2137534 | -1573558 | -1159817 |
Profit Factor | 1.5271 | 1.9165 | 0.9447 | 0.9909 | 1.2273 | 0.622 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 45.1389 | 45.8333 | 44.4444 | 45.1389 | 45.8333 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.856 | 2.265 | 1.1808 | 1.2044 | 1.4505 | 0.7775 |
Largest Winning Trade | 395711 | 395711 | 39849 | 1731767 | 1731767 | 360413 |
Largest Losing Trade | -59922 | -59922 | -57303 | -1296147 | -1296147 | -706098 |
Avg Bars in Trades | 68 | 103 | 32 | 68 | 103 | 32 |
Avg Bars in Winners | 98 | 157 | 37 | 98 | 157 | 37 |
Avg Bars in Losers | 43 | 58 | 27 | 43 | 58 | 27 |
Bars Traded | 9801 | 7474 | 2327 | 9801 | 7474 | 2327 |
Profit Streak | 0 | 0 | 116.8533 | 0 | 0 | 116.8533 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308152 | -69886 | -659377 | -580620 | -173296 | -661044 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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